Generalized runs tests for the IID hypothesis (Q737912): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2011.02.001 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1990428057 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing When a Parameter is on the Boundary of the Maintained Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence Criteria for Multiparameter Stochastic Processes and Some Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent model specification tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Consistent Conditional Moment Test of Functional Form / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Theory of Integrated Conditional Moment Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3600720 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification / rank
 
Normal rank
Property / cites work
 
Property / cites work: MOSUM tests for parameter constancy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonmonotonic power for tests of a mean shift in a time series§ / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Kolmogorov-Smirnov, Cramer-von Mises Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixing Conditions for Markov Chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING SERIAL INDEPENDENCE USING THE SAMPLE DISTRIBUTION FUNCTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change / rank
 
Normal rank
Property / cites work
 
Property / cites work: Certain Tests for Randomness Applied to Data Grouped into Small Sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5804555 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RANK TESTS FOR SERIAL DEPENDENCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence of the sample distribution function when parameters are estimated / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSISTENT MODEL SPECIFICATION TESTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Distribution of the Range of Sums of Independent Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: SIMPLIFIED RUNS TESTS AND LIKELIHOOD RATIO TESTS FOR MARKOFF CHAINS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3827451 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear serial rank tests for randomness against ARMA alternatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical‐distribution‐function goodness‐of‐fit tests for discrete models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hypothesis Testing in Time Series via the Empirical Characteristic Function: A Generalized Spectral Density Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Norm Convergent Expansions for Gaussian Processes in Banach Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterizations of Independence in Certain Families of Bivariate and Multivariate Distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness of fit tests for discrete distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Distribution of the $\omega ^2 $ Statistics in the Multi-Dimensional Case / rank
 
Normal rank
Property / cites work
 
Property / cites work: The generalized fluctuation test: A unifying view / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4165953 / rank
 
Normal rank
Property / cites work
 
Property / cites work: New Tools for Understanding Spurious Regressions / rank
 
Normal rank
Property / cites work
 
Property / cites work: A consistent nonparametric test for serial independence / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cusum Test with Ols Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new test for structural stability in the linear regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Nonparametric Entropy-Based Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Remarks on a Multivariate Transformation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Goodness of fit for the poisson distribution based on the probability generating function / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory of some tests for a possible change in the regression slope occurring at an unknown time point / rank
 
Normal rank
Property / cites work
 
Property / cites work: CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fredholm Determinant of a Positive Definite Kernel of a Special Type and Its Application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 11:04, 12 July 2024

scientific article
Language Label Description Also known as
English
Generalized runs tests for the IID hypothesis
scientific article

    Statements

    Generalized runs tests for the IID hypothesis (English)
    0 references
    0 references
    0 references
    12 August 2016
    0 references
    IID condition
    0 references
    runs test
    0 references
    geometric distribution
    0 references
    Gaussian process
    0 references
    dependence
    0 references
    structural break
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers